+858.6%
FTAI vs KGC
+435.7%
+422.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -1.4% |
| 7D | -9.7% | -8.4% | -1.3% | -7.1% |
| 30D | -20.0% | +6.3% | -26.3% | -21.8% |
| 3M | -20.1% | +22.4% | -42.5% | -25.6% |
| 6M | -33.3% | -11.4% | -21.9% | -31.2% |
| YTD | -8.0% | +3.1% | -11.1% | -9.8% |
| 1Y | +8.0% | +26.6% | -18.7% | -0.1% |
| 3Y | +413.4% | +525.6% | -112.2% | +214.5% |
| 5Y | +858.6% | +451.7% | +406.9% | +507.2% |
| All | +858.6% | +435.7% | +422.9% | +507.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling